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Is there a trick or workaround to get a system test using price midpoint as trade entry and exits? Only O, H, L, & C are avialable choices.
Thanks,
Dennis
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one possibility could be that you generate your own security where you use the midpoint values in the open column.. this security you can use as target for your simulation...
the indicators have to be calculated on your original value - here you can use the security- function to load your original security and the real open values.. and use this open values instead of O
not a simple solution - but currently i do not know any other way..
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Hi Dennis
You can use the Limit or Stop Price window to buy at any price within the H/L range. It's not that difficult to set up if you're using Good for Day orders.
Roy
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Roy,
I did set up the Limit Price window for a (H+L)/2.
An (H+L)/2 Limit Order is placed whenever the source is a Signal.
A Close Order is placed whenever the source is a Bias Change.
It seems that whenever there is a Bias Change, the Limit Order is ignored.
Portfolio Bias = Single
Position Limit = Unchecked
Dennis
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Hi Dennis
Ah! I don't normally test both the long and short side in the same test but when I did so a day or two ago, up pops this condition of Bias Change forcing a premature exit of the long side order. So the question I have is, how does one stop Bias Change from getting in on the act?
Ror
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Roy,
Why don't you test both the long and short side in the same test?
My system has me both long and short, switching frequently between the two. So I naturally have both long & short positions in my test.
Dennis
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To get the EST to swing trade, you need to use Roy's forward referencing trick so the exit is projected forward to the next bar which is also assessed for the entry. There has been quite a lot written already, a search will help.
wabbit [:D]
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I'm not entering & exiting on the same day.
One day I go long. Another day I might reverse & go short. Never both on the same day.
I'll look into Roys trick to see what it does.
Dennis
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